AIL Backtesting Suite
Final Value
$2,828,270.78
Total Return
182.83%
Annualized Return
122.28%
Max Drawdown
38.90%
Sharpe Ratio
1.77
Sortino Ratio
2.98
Calmar Ratio
3.14
Volatility
53.13%
Average Daily Return
0.373%
Best Day
17.86%
Worst Day
-10.19%
Win Rate
51.38%
Recovery Time
Not recovered
Tolerance: absolute ≤ 1.00e-04, relative ≤ 1.00%
| Metric | Local | Remote | Abs. diff | Rel. diff | Status |
|---|---|---|---|---|---|
| Final Value | $2,828,270.78 | $2,841,549.04 | $-13,278.25 | 0.47% | Within tolerance |
| Total Return | 182.83% | 184.15% | -1.33% | 0.72% | Within tolerance |
| Annualized Return | 122.28% | 123.08% | -0.80% | 0.65% | Within tolerance |
| Max Drawdown | 38.90% | 38.90% | -0.00% | 0.00% | Within tolerance |
| Sharpe Ratio | 1.77 | 1.77 | 0.00 | 0.00% | Within tolerance |
| Sortino Ratio | 2.98 | 2.98 | 0.00 | 0.00% | Within tolerance |
| Calmar Ratio | 3.14 | 3.16 | -0.02 | 0.65% | Within tolerance |
| Volatility | 53.13% | 53.13% | 0.00% | 0.00% | Within tolerance |
| Win Rate | 51.38% | 100.00% | -48.62% | 48.62% | Diff exceeds tolerance |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| BOOT | 100.00% | 182.83% | 122.28% | 53.13% | 1.77 | 2.98 | 0.373% | 182.83% |
| Ticker | Weight | Total Return | Annualized Return | Volatility | Sharpe | Sortino | Avg Daily Return | Contribution |
|---|---|---|---|---|---|---|---|---|
| BOOT | 100.00% | 182.83% | 122.28% | 53.13% | 1.77 | 2.98 | 0.373% | 182.83% |